相关论文: Improved approximations for robust mincut and shor…

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…

Decision trees are a popular choice of explainable model, but just like neural networks, they suffer from adversarial examples. Existing algorithms for fitting decision trees robust against adversarial examples are greedy heuristics and…

Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to…

The multistage robust unit commitment (UC) is of paramount importance for achieving reliable operations considering the uncertainty of renewable realizations. The typical affine decision rule method and the robust feasible region method may…

Two-stage stochastic programs become computationally challenging when the number of scenarios representing parameter uncertainties grows. Motivated by this, we propose the TULIP-algorithm ("Two-step warm start method Used for solving…

We study iterative methods for (two-stage) robust combinatorial optimization problems with discrete uncertainty. We propose a machine-learning-based heuristic to determine starting scenarios that provide strong lower bounds. To this end, we…

This paper studies lower bounds for fundamental optimization problems in the CONGEST model. We show that solving problems exactly in this model can be a hard task, by providing $\tilde{\Omega}(n^2)$ lower bounds for cornerstone problems,…

For a metric graph $G=(V,E)$ and $R\subset V$, the internal Steiner minimum tree problem asks for a minimum weight Steiner tree spanning $R$ such that every vertex in $R$ is not a leaf. This note shows a simple polynomial-time…

We focus on an online 2-stage problem, motivated by the following situation: consider a system where students shall be assigned to universities. There is a first round where some students apply, and a first (stable) matching $M_1$ has to be…

We present a novel second-order trajectory optimization algorithm based on Stein Variational Newton's Method and Maximum Entropy Differential Dynamic Programming. The proposed algorithm, called Stein Variational Differential Dynamic…

The motivation for this paper stems from the desire to develop an adaptive sampling method for solving constrained optimization problems in which the objective function is stochastic and the constraints are deterministic. The method…

We consider sum-type strongly convex optimization problem (first term) with smooth convex not proximal friendly composite (second term). We show that the complexity of this problem can be split into optimal number of incremental oracle…

We consider an incremental variant of the rooted prize-collecting Steiner-tree problem with a growing budget constraint. While no incremental solution exists that simultaneously approximates the optimum for all budgets, we show that a…

We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…

Robust optimization over time (ROOT) refers to an optimization problem where its performance is evaluated over a period of future time. Most of the existing algorithms use particle swarm optimization combined with another method which…

This paper tackles the challenging problem of finding global optimal solutions for two-stage stochastic programs with continuous decision variables and nonconvex recourse functions. We introduce a two-phase approach. The first phase…

In this paper, we provide a generic anytime lower bounding procedure for minmax regret optimization problems. We show that the lower bound obtained is always at least as accurate as the lower bound recently proposed by Chassein and Goerigk…